Implications of microstructure theory for empirical research in stock price behavior

Gabriel Hawawini (gabriel.hawawini@insead.edu), Kalman Cohen, Steven Maier, Robert Schwartz and David Whitcomb

MPRA Paper from University Library of Munich, Germany

Abstract: This paper examines the implications of microstructure theory for empirical research on stock price behavior

Keywords: Microstructure theory; empirical research on stock price behavior (search for similar items in EconPapers)
JEL-codes: G12 G14 (search for similar items in EconPapers)
Date: 1980
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Citations: View citations in EconPapers (43)

Published in Journal of Finance May 1980.35(1980): pp. 249-257

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:33976

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